SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2019

Day Change Summary
	Previous	Current
	03-Oct-2019	04-Oct-2019	Change	Change %	Previous Week
Open	287.81	291.14	3.33	1.2%	295.97
High	290.45	294.63	4.18	1.4%	298.46
Low	284.82	290.82	6.00	2.1%	284.82
Close	290.42	294.35	3.93	1.4%	294.35
Range	5.63	3.81	-1.82	-32.3%	13.64
ATR	3.67	3.70	0.04	1.1%	0.00
Volume	85,906,800	66,700,600	-19,206,200	-22.4%	419,594,404

Daily Pivots for day following 04-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	304.70	303.33	296.45
R3	300.89	299.52	295.40
R2	297.08	297.08	295.05
R1	295.71	295.71	294.70	296.40
PP	293.27	293.27	293.27	293.61
S1	291.90	291.90	294.00	292.59
S2	289.46	289.46	293.65
S3	285.65	288.09	293.30
S4	281.84	284.28	292.25

Weekly Pivots for week ending 04-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	333.45	327.53	301.85
R3	319.81	313.90	298.10
R2	306.18	306.18	296.85
R1	300.26	300.26	295.60	296.40
PP	292.54	292.54	292.54	290.61
S1	286.63	286.63	293.10	282.77
S2	278.91	278.91	291.85
S3	265.27	272.99	290.60
S4	251.64	259.36	286.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	298.46	284.82	13.64	4.6%	4.28	1.5%	70%	False	False	83,918,880
10	299.84	284.82	15.02	5.1%	3.86	1.3%	63%	False	False	78,144,061
20	302.63	284.82	17.81	6.1%	3.01	1.0%	54%	False	False	72,266,251
40	302.63	282.39	20.24	6.9%	3.39	1.2%	59%	False	False	73,733,925
60	302.63	281.72	20.91	7.1%	3.28	1.1%	60%	False	False	74,041,183
80	302.63	281.72	20.91	7.1%	2.94	1.0%	60%	False	False	70,718,164
100	302.63	273.09	29.54	10.0%	2.90	1.0%	72%	False	False	70,960,661
120	302.63	273.09	29.54	10.0%	2.90	1.0%	72%	False	False	71,849,398

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	310.82
2.618	304.60
1.618	300.79
1.000	298.44
0.618	296.98
HIGH	294.63
0.618	293.17
0.500	292.73
0.382	292.28
LOW	290.82
0.618	288.47
1.000	287.01
1.618	284.66
2.618	280.85
4.250	274.63

Fisher Pivots for day following 04-Oct-2019
Pivot	1 day	3 day
R1	293.81	292.81
PP	293.27	291.27
S1	292.73	289.73

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These figures are updated between 7pm and 10pm EST after a trading day.

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